Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47373.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45978.38 Kr¶

PnL: ---------------------------------------> -910.19 Kr¶

DD now: ---------------------------------> -2.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:00:26.931655'

Anic Portfolio¶

Today¶

Return: -0.129 %¶

This Week¶

Return: -1.126 %¶

Total¶

Return: 55.088 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.490000 3145.000000 218.000000 7.450000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
SAAB B 8 0.890000 3438.400000 61.400000 1.820000 3377.000000
Intrum 4 6.870000 566.600000 39.600000 7.510000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.310000 393.200000 38.200000 10.760000 355.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Boozt 12 0.360000 1674.000000 20.000000 1.210000 1653.999996
Resurs Holding 22 -1.720000 591.580000 17.580000 3.060000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 -0.540000 576.600000 12.600000 2.230000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.150000 577.920000 7.920000 1.390000 570.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Nordea Bank Abp 29 -0.500000 3451.580000 -2.420000 -0.070000 3453.999992
CTEK 13 -0.520000 526.370000 -7.630000 -1.430000 533.999999
Handelsbanken A 5 -0.370000 537.750000 -8.250000 -1.510000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -2.790000 543.600000 -30.400000 -5.300000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -0.940000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 45990.790000 -897.780000 -2.553% 46888.564618

Updated:¶

'2023-01-26 13:00:04.247720'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶